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VGAM (version 1.1-9)

chisq: Chi-squared Distribution

Description

Maximum likelihood estimation of the degrees of freedom for a chi-squared distribution.

Usage

chisq(link = "loglink", zero = NULL)

Value

An object of class "vglmff" (see vglmff-class). The object is used by modelling functions such as vglm, and vgam.

Arguments

link, zero

See CommonVGAMffArguments for information.

Author

T. W. Yee

Details

The degrees of freedom is treated as a parameter to be estimated, and as real (not integer). Being positive, a log link is used by default. Fisher scoring is used.

References

Forbes, C., Evans, M., Hastings, N. and Peacock, B. (2011). Statistical Distributions, Hoboken, NJ, USA: John Wiley and Sons, Fourth edition.

See Also

Chisquare. uninormal.

Examples

Run this code
cdata <- data.frame(x2 = runif(nn <- 1000))
cdata <- transform(cdata, y1 = rchisq(nn, df = exp(1 - 1 * x2)),
                          y2 = rchisq(nn, df = exp(2 - 2 * x2)))
fit <- vglm(cbind(y1, y2) ~ x2, chisq, data = cdata, trace = TRUE)
coef(fit, matrix = TRUE)

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